Apple left iOS 4.3.3 vulnerable to a PDF exploit, which allows JailbreakMe.com to jailbreak your iPhone. This takes place over the air via the Safari mobile browser. The good news is that you can close this hole very easily, once you have jailbroken your device. Just Jailbreak and then search Cydia for PDF Patcher 2 v1.0, this little tweak will make you secure from any potentially malicious hacks using the same hole as JailbreakMe.
Remember, In the wrong hands, this vulnerability could allow access to your device for other, more nefarious reasons. No doubt Apple will soon release an iOS update (4.3.4?) which will close this vulnerability for non-jailbroken devices but in the mean time this tweak, being jailbroken will allow you to be more secure than normal!